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Research

Estimating Conservative Loss Given Default

## Abstract The new Basel Capital Accord (Basel II) is going to be embedded in the risk management practices at many financial institutions shortly,...

Research

Credit Risk Scoring Models

## Abstract Credit scoring models play a fundamental role in the risk management practice at most banks. They are used to quantify credit risk at...

Research

Private Debt Markets: What lies ahead

## Abstract According to the Chinese horoscope, 2021 is the year of the Ox. In the Chinese culture, the Ox is an animal traditionally used in...

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